Thanks to Nick and other coders of Greta for this great package.

I’m a new guy to access Greta, and sometimes lose my head when I using it.

My first question here is “Does the Greta has the ability to produce the latent factors with mixed-frequency data?”

E.g. the datasets contain monthly and quarterly, and even annual and daily data.

I have read the handbook but didn’t get the answer.

Could anyone give me a hand?

Many thanks!

# Does the Greta has the ability to produce the latent factors with mixed-frequency data?

I don’t understand what you are asking I’m afraid. Is there a particular statistical model you have in mind? Could you perhaps either write out the statistical notation, or point to a paper or software implementing it?

Hi, Nick!

Thanks for replying!

I’m sorry I didn’t make the question clear.

Let’s say I get some data on GDP(quarterly), interest rate(monthly), and some daily data from the financial market. Could I estimate the latent factor of these data using the Greta package?

I didn’t get the answer from the PDF document.

And thanks for your reply again!

Sorry, I don’t know enough about financial modelling to understand. Could you please point me to a paper or something that describes the model?